Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.549 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47317.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45922.48 Kr¶

PnL: ---------------------------------------> -966.09 Kr¶

DD now: ---------------------------------> -2.699 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:44:39.100758'

Anic Portfolio¶

Today¶

Return: -0.247 %¶

This Week¶

Return: -1.243 %¶

Total¶

Return: 54.905 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 15.960000 802.000000 129.000000 19.170000 673.000000
SAAB B 8 1.060000 3444.000000 67.000000 1.980000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.360000 393.400000 38.400000 10.820000 355.000000
Corem Property Group B 59 -1.820000 605.930000 28.930000 5.010000 576.999999
Boozt 12 0.790000 1681.200000 27.200000 1.640000 1653.999996
Resurs Holding 22 -0.990000 595.980000 21.980000 3.830000 573.999998
AcadeMedia 12 -1.430000 577.200000 20.200000 3.630000 557.000004
Intrum 4 3.060000 546.400000 19.400000 3.680000 527.000000
OEM International B 7 1.560000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.480000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 -0.470000 577.050000 13.050000 2.310000 564.000000
Nordea Bank Abp 29 -0.070000 3466.660000 12.660000 0.370000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 0.120000 579.480000 9.480000 1.660000 570.000000
Karnov Group 9 0.670000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.470000 536.900000 2.900000 0.540000 533.999999
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.680000 1.680000 0.680000 246.000000
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Handelsbanken A 5 0.000000 539.750000 -6.250000 -1.140000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -3.430000 540.000000 -34.000000 -5.920000 574.000000
International Petroleum Corp. 5 0.900000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -9.770000 2834.000000 -137.000000 -4.610000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 1.150000 1419.300000 -244.700000 -14.710000 1663.999992
Axfood 13 -3.050000 3467.100000 -288.900000 -7.690000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45922.480000 -966.090000 -2.69881% 46888.564618

Updated:¶

'2023-01-26 15:44:51.967110'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶